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~subject:"Finanzmarkt"
~subject:"Monte Carlo"
~type_genre:"Article in journal"
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Search: subject:"S&P 500 Index"
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Finanzmarkt
Monte Carlo
S&P 500 index
26
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22
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18
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Wu, Liuren
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
International journal of bonds and derivatives
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1
Margin: the journal of applied economic research
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ECONIS (ZBW)
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1
Simple robust hedging with nearby contracts
Wu, Liuren
;
Zhu, Jingyi
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011658670
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2
Risk configuration of S&P 500 industries : sigma-risk and alpha-risk approximation
Günay, Samet
- In:
Margin: the journal of applied economic research
11
(
2017
)
2
,
pp. 196-221
Persistent link: https://www.econbiz.de/10011690981
Saved in:
3
Informed trading in S&P index options? : evidence from the 2008 financial crisis
Li, Wei-Xuan
;
French, Joseph J.
;
Chen, Clara Chia-Sheng
- In:
Journal of empirical finance
42
(
2017
),
pp. 40-65
Persistent link: https://www.econbiz.de/10011808543
Saved in:
4
A study of the lead-lag relationship between price change and trading volume in futures market using high-frequency data
Streeter, Denise W.
;
Najand, Mohammad
;
Dondeti, V. Reddy
; …
- In:
International journal of bonds and derivatives
1
(
2015
)
4
,
pp. 284-301
Persistent link: https://www.econbiz.de/10011546737
Saved in:
5
Static hedging of standard options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
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